The Dutch youngster has played for five different clubs since joining the Blues in 2007 and admits the club's wealth mean the chance for players to break through is small
The 23-year-old full-back is one of 27 players loaned out of Stamford Bridge this season, and is currently at Vitesse Arnhem for a third successive campaign.
Vitesse are the fifth club he has played at since joining Chelsea in 2007 and, with his contract due to expire in 2015, Van Aanholt is seeking talks on his future.
"Chelsea are a nice club," he told The Evening Standard. "But with their millions there are so many [players] they can buy.
"It makes the chance to really break through as a young talent quite small."
Van Aanholt has made 20 appearances for the Eredivisie side this season as they maintain a title challenge with Twente and Ajax.
He made his Chelsea debut as a substitute in a 5-0 win over Portsmouth in 2010 but last featured for the first team in a 7-1 victory against Aston Villa in the same season.